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18.00% ZKB Barrier Reverse Convertible, 02.08.2024 on worst of QCOM UW/NVDA UW/AMD UW
NVIDIA Corp/Qualcomm Inc/Advanced Micro Devices Inc

ISIN: CH1273444476 Security: 127344447 Symbol: Z07Z4Z Life cycle
Secondary market

Bid Price 108.55%

Ask Price 109.15%

Currency USD

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 22.07.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
NVIDIA A122.3945.90USD45.90
(100.00%)
61.95%27.540
(60.00%)
77.17%21.7865
Qualcomm A193.08125.85USD125.85
(100.00%)
33.84%75.510
(60.00%)
60.31%7.9460
AMD A154.91111.10USD111.10
(100.00%)
27.34%66.660
(60.00%)
56.41%9.0009

Reference data

ISIN CH1273444476
Security 127344447
Symbol Z07Z4Z
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'180.00

Coupon

Coupon (Coupon p.a.)18.00% (18.00% )
Coupon paymentguaranteed
Interest portion p.a.5.48%
Premium portion p.a.12.52%
Coupon date02.08.2024
Day count convention30/360 (German), modified following
Accrued coupon8.60%

Life cycle

Issue price100.00%
Initial fixing date27.07.2023
Payment day02.08.2023
First trading day02.08.2023
Last trading day29.07.2024
Final fixing day29.07.2024
Redemption date02.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term6
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 37.63%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.48%
Cash value of fixed income investment upon issue94.81%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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